The health of infants is not only related to family happiness, but also to the future and development of the country. Therefore, it is still a very important public health problem to pay attention to the nutritional health level of infants. This article explores the nutritional health levels of infants and reveals the related risk factors. Stratified and multi-stage cluster sampling was used to select 3949 infants and young children in Xinjiang for the study. Survey staff conducted face-to-face questionnaire surveys to investigate their demographic characteristics, complementary food feeding, and related risk factors affecting their nutritional status. Study results showed that compared with the Han nationality, the Uygur and other nationalities were independent risk factors for malnutrition, as odds ratio (OR) values were 2.456 and 1.747, respectively (P < 0.05). When the feeders were not maternal, and their educational background was junior high school or below, OR values were 2.122 and 1.810, respectively (P < 0.05). The scores for non-breastfeeding and feeding behaviors were independent risk factors, and OR values were 1.983 and 2.709, respectively (P < 0.05). When infant minimum dietary diversity, minimum meal frequency, and minimum acceptable diet were unqualified, these indices were independent risk factors, and OR values were 2.281, 2.315, and 1.865, respectively (P < 0.05). The healthy growth of Han infants is better than that of other ethnic groups, which may be related to varying living environments, customs, social/economic development levels, educational levels, and other factors. In the future, the focus of our work should be to cooperate with the superior health organization to strengthen and improve the nutritional health level of infants.